Mô tả công việc
Liquidity and Market Risk
- Drive in‑depth analysis on liquidity and market risk ratios as regulatory body requirements.
- Ensure the Bank complies with regulatory requirements in liquidity risk management.
- Ensure compliance with regulatory guidelines and assist in regulatory and financial inspections.
- Understand rules, regulations and policies across CIMB and how these are interconnected and aggregated.
- Take responsibility as a second line of defence for liquidity and market limit monitoring and address any potential risk issue.
- Work with CIMB VN stakeholders and Group CoE to conduct liquidity/market stress tests, funding tests, etc.
- Participate in the Bank’s funding plan. Provide analysis that is useful for the Bank to optimise funding cost as well as ensuring robust liquidity risk management.
Liquidity and Market Risk (continued)
- Design and implement an overall risk management report for the organisation, which includes analysis of the regulatory ratios as well as internal observation ratios.
- Perform a risk evaluation: evaluate the company’s risks and compare potential risks with criteria set out by the company such as limits and regulatory requirements.
- Establish the risk appetite the company is willing to take.
- Prepare risk management material (regulatory ratios, internal observation ratios).
- Explain the internal risk posed by corporate governance to stakeholders.
- Conduct Group policy and compliance audits, which will include liaising with related stakeholders.
- Work closely with Group centre of excellence on technical liquidity and market risk models and analysis.
- Drive to maximise the use of data and analytic tools to perform analysis, automate liquidity and market risk calculation and reporting to achieve accuracy and automation.
Job Specification
- A minimum of a Bachelor’s Degree or its equivalent in relevant fields, and in possession of relevant professional or postgraduate qualifications.
- More than 8 years of working experience in a similar capacity.
Technical/Functional skills
- Knowledge of liquidity and market risk, credit risk, finance and accounting skills.
- Knowledge of regulatory requirements in relation to credit risk, liquidity risk, market risk, non‑financial risk management.
- Decision‑making.
- Demonstrated managing and leadership skills.
Personal skills
- Good communication and interpersonal skills.
- Highly motivated and committed.
- Capable of working as a team as well as organizing, planning and working with minimal supervision.
With operations that span 15 different markets across the region, the opportunity to expand your experience, test your capabilities, and exhibit your resilience is ample. #teamCIMB is always keen to welcome the ones who are ready to make that very special difference – for themselves and the bank.